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Related papers: L^1 Ergodic Theorems for Random Group Averages

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Assuming that a threshold Ornstein-Uhlenbeck process is observed at discrete time instants, we propose generalized moment estimators to estimate the parameters. Our theoretical basis is the celebrated ergodic theorem. To use this theorem we…

Statistics Theory · Mathematics 2020-11-24 Yaozhong Hu , Yuejuan Xi

We show that the class of $L^2$ functions for which ergodic averages of a reversible Markov chain have finite asymptotic variance is determined by the class of $L^2$ functions for which ergodic averages of its associated jump chain have…

Computation · Statistics 2016-07-26 George Deligiannidis , Anthony Lee

We prove maximal ergodic theorems for spherical averages on the Heisenberg groups acting on $L_p$ spaces over measure spaces not necessarily commutative, that is, on noncommutative $L_p$ spaces. The scale of $p$ is optimal in the reduced…

Dynamical Systems · Mathematics 2016-11-08 Guixiang Hong

Let $G$ be a connected simple Lie group of real rank one and finite center, and let $K$ be a maximal compact subgroup. We study the families of spherical, ball, and uniform averages $(\sigma_t)_{t>0}$, $(\beta_t)_{t>0}$, and $(\mu_t)_{t>0}$…

Operator Algebras · Mathematics 2025-08-12 Guixiang hong , Samya Kumar Ray

The culmination of the papers (arXiv:0905.0518, arXiv:0910.0909) was a proof of the norm convergence in $L^2(\mu)$ of the quadratic nonconventional ergodic averages \frac{1}{N}\sum_{n=1}^N(f_1\circ T_1^{n^2})(f_2\circ…

Dynamical Systems · Mathematics 2010-05-25 Tim Austin

The stochastic processes underlying the growth and stability of biological and psychological systems reveal themselves when far from equilibrium. Far from equilibrium, nonergodicity reigns. Nonergodicity implies that the average outcome for…

Methodology · Statistics 2022-02-03 Madhur Mangalam , Damian G. Kelty-Stephen

We show that for any countable amenable group action, along F{\o}lner sequences that have for any $c>1$ a two sided $c$-tempered tail, one have universal estimate for the probability that there are $n$ fluctuations in the ergodic averages…

Dynamical Systems · Mathematics 2019-02-22 Uri Gabor

We prove long variational estimates for the bilinear ergodic averages \[ A_{N;X}(f,g)(x) = \frac{1}{N} \sum_{n=1}^N f(T^{\lfloor \sqrt{n} \rfloor}x) g(T^nx) \] on an arbitrary measure preserving system $(X,\mu,T)$ for the full expected…

Dynamical Systems · Mathematics 2024-11-13 Maximilian O'Keeffe

We study convergence of ergodic averages along squares with polynomial weights. For a given polynomial $P\in \mathbb{Z}[\cdot]$, consider the set of all $\theta\in[0,1)$ such that for every aperiodic system $(X,\mu, T)$ there is a function…

Dynamical Systems · Mathematics 2021-03-05 Zoltán Buczolich , Tanja Eisner

We find a general formula for the distribution of time-averaged observables for systems modeled according to the sub-diffusive continuous time random walk. For Gaussian random walks coupled to a thermal bath we recover ergodicity and…

Statistical Mechanics · Physics 2009-11-13 Adi Rebenshtok , Eli Barkai

The aim of this paper is to prove ergodic decomposition theorems for probability measures quasi-invariant under Borel actions of inductively compact groups (Theorem 1) as well as for sigma-finite invariant measures (Corollary 1). For…

Dynamical Systems · Mathematics 2014-07-28 Alexander I. Bufetov

We study multiple ergodic averages along IP sets, meaning we restrict iterates in the averages to all finite sums of some infinite sequence of natural numbers. We give criteria for convergence and divergence in mean of these multiple…

Dynamical Systems · Mathematics 2025-06-24 Bryna Kra , Or Shalom

The well established procedure of constructing phenomenological ensemble from a single long time series is investigated. It is determined that a time series generated by a simple Uhlenbeck-Ornstein Langevin equation is mean ergodic. However…

Data Analysis, Statistics and Probability · Physics 2010-01-26 M. Ignaccolo , M. Latka , B. J. West

We establish pointwise almost everywhere convergence for ergodic averages along polynomial sequences in nilpotent groups of step two of measure-preserving transformations on $\sigma$-finite measure spaces. We also establish corresponding…

Dynamical Systems · Mathematics 2022-09-07 Alexandru D. Ionescu , Ákos Magyar , Mariusz Mirek , Tomasz Z. Szarek

We study the limiting behavior of multiple ergodic averages involving several not necessarily commuting measure preserving transformations. We work on two types of averages, one that uses iterates along combinatorial parallelepipeds, and…

Dynamical Systems · Mathematics 2011-02-09 Qing Chu , Nikos Frantzikinakis

We study the ergodic theory of non-conservative C^1-generic diffeomorphisms. First, we show that homoclinic classes of arbitrary diffeomorphisms exhibit ergodic measures whose supports coincide with the homoclinic class. Second, we show…

Dynamical Systems · Mathematics 2008-09-22 Flavio Abdenur , Christian Bonatti , Sylvain Crovisier

In many applications, it is often necessary to sample the mean value of certain quantity with respect to a probability measure {\mu} on the level set of a smooth function $\xi: \mathbb{R}^d\rightarrow \mathbb{R}^k$, $1\le k < d$. A…

Probability · Mathematics 2019-09-25 Wei Zhang

The classical Birkhoff ergodic theorem in its most popular version says that the time average along a single typical trajectory of a dynamical system is equal to the space average with respect to the ergodic invariant distribution. This…

Dynamical Systems · Mathematics 2017-12-06 Michael Blank

In this paper, we investigate ergodic and fractal properties of the sets $$\Lambda_y:=\Big\{n\in\mathbb{N}:\ \{u_ny\}\in I_n\Big\},$$ where $\{\cdot\}$ denotes the fractional part function, $(u_n)_{n\in\mathbb{N}}$ is an increasing sequence…

Dynamical Systems · Mathematics 2025-10-10 Vicente Saavedra-Araya

For an ergodic map $T$ and a non-constant, real-valued $f \in L^1$, the ergodic averages $\mathbb{A}_N f(x) = \frac{1} {N} \sum_{n=1}^N f(T^n x)$ converge a.e., but the convergence is never monotone. Depending on particular properties of…

Dynamical Systems · Mathematics 2025-01-03 Sovanlal Mondal , Joe Rosenblatt , Máté Wierdl
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